IEEE - Institute of Electrical and Electronics Engineers, Inc. - Correlation between Stock Market and Monetary Market: Empirical Study of Hong Kong Market

2006 International Conference on Management Science and Engineering

Author(s): Hao Qing-min ; Cui He-rui
Sponsor(s): Nat. Natural Sci. Found. of China
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 2006
Conference Location: Lille, France
Conference Date: 5 October 2006
Page(s): 1,475 - 1,480
ISBN (Paper): 7-5603-2355-3
DOI: 10.1109/ICMSE.2006.314262
Regular:

To explore the complicated correlation between stock market and policy embedded monetary market in Hong Kong. Smooth transition regression stochastic volatility model is use to examine the real... View More

Advertisement